WHEAT - CHICAGO BOARD OF TRADE Code-001602 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 430,167 COMMITMENTS 80,471 103,448 111,820 203,965 165,605 396,255 380,872 33,912 49,295 CHANGES FROM 09/29/09 (CHANGE IN OPEN INTEREST: -729) 2,643 3,672 -2,468 -389 1,673 -213 2,877 -516 -3,606 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.7 24.0 26.0 47.4 38.5 92.1 88.5 7.9 11.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 369) 114 142 127 82 95 273 294 CORN - CHICAGO BOARD OF TRADE Code-002602 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,377,970 COMMITMENTS 247,273 107,306 414,406 589,463 588,264 1251142 1109976 126,828 267,994 CHANGES FROM 09/29/09 (CHANGE IN OPEN INTEREST: 64,874) 18,113 -15,929 27,760 11,110 40,501 56,983 52,332 7,891 12,542 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.9 7.8 30.1 42.8 42.7 90.8 80.6 9.2 19.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 670) 172 164 226 212 284 517 560 OATS - CHICAGO BOARD OF TRADE Code-004603 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 13,872 COMMITMENTS 1,782 1,254 1,076 8,887 9,658 11,745 11,987 2,127 1,884 CHANGES FROM 09/29/09 (CHANGE IN OPEN INTEREST: -176) -449 -217 24 41 -8 -384 -202 208 26 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.8 9.0 7.8 64.1 69.6 84.7 86.4 15.3 13.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 11 7 6 17 12 31 25 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 607,932 COMMITMENTS 93,259 61,891 195,429 267,368 256,303 556,056 513,623 51,877 94,310 CHANGES FROM 09/29/09 (CHANGE IN OPEN INTEREST: 18,504) 6,461 9,000 3,195 2,921 3,774 12,578 15,969 5,927 2,535 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.3 10.2 32.1 44.0 42.2 91.5 84.5 8.5 15.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 483) 143 142 213 124 153 397 415 MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (THOUSAND BUSHELS) OPEN INTEREST: 20,844 COMMITMENTS 17,894 2,614 360 24 3,988 18,278 6,962 2,566 13,882 CHANGES FROM 09/29/09 (CHANGE IN OPEN INTEREST: -1,523) -1,404 -801 -104 13 499 -1,495 -406 -28 -1,117 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 85.8 12.5 1.7 0.1 19.1 87.7 33.4 12.3 66.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 14 6 7 2 9 17 21 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 243,041 COMMITMENTS 33,160 53,580 55,294 130,543 106,953 218,997 215,827 24,044 27,213 CHANGES FROM 09/29/09 (CHANGE IN OPEN INTEREST: -7,721) 2,457 -614 -3,850 -8,645 -3,340 -10,038 -7,803 2,316 82 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.6 22.0 22.8 53.7 44.0 90.1 88.8 9.9 11.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 216) 52 68 71 66 64 169 170 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 828,730 COMMITMENTS 83,454 142,761 34,583 564,262 514,628 682,300 691,972 146,431 136,758 CHANGES FROM 09/29/09 (CHANGE IN OPEN INTEREST: 27,133) 10,105 2,503 8,406 -1,778 8,267 16,734 19,176 10,400 7,958 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.1 17.2 4.2 68.1 62.1 82.3 83.5 17.7 16.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 161) 35 27 34 70 78 119 125 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 172,182 COMMITMENTS 39,542 13,764 31,044 76,666 104,783 147,251 149,591 24,931 22,591 CHANGES FROM 09/29/09 (CHANGE IN OPEN INTEREST: 1,553) 358 2,921 -468 1,342 -2,246 1,232 207 321 1,346 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.0 8.0 18.0 44.5 60.9 85.5 86.9 14.5 13.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 172) 55 30 53 61 62 146 126 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 12,277 COMMITMENTS 2,704 1,528 1,472 6,160 7,795 10,336 10,795 1,941 1,482 CHANGES FROM 09/29/09 (CHANGE IN OPEN INTEREST: 388) -200 391 -75 609 211 334 526 55 -138 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.0 12.4 12.0 50.2 63.5 84.2 87.9 15.8 12.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58) 18 8 13 22 19 45 38 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 901,415 COMMITMENTS 300,386 139,917 26,152 471,125 597,248 797,663 763,317 103,752 138,098 CHANGES FROM 09/29/09 (CHANGE IN OPEN INTEREST: 67,627) -5,529 4,547 -7,740 72,785 52,512 59,516 49,319 8,111 18,308 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 33.3 15.5 2.9 52.3 66.3 88.5 84.7 11.5 15.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 219) 37 51 30 75 109 125 177 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,549,002 COMMITMENTS 171,384 143,417 196,253 895,487 882,647 1263124 1222318 285,878 326,684 CHANGES FROM 09/29/09 (CHANGE IN OPEN INTEREST: 152,068) 30,060 -38,229 66,639 56,099 128,468 152,798 156,878 -730 -4,810 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.1 9.3 12.7 57.8 57.0 81.5 78.9 18.5 21.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 259) 51 46 66 123 135 206 215 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 851,715 COMMITMENTS 118,431 83,124 24,431 499,415 556,610 642,277 664,164 209,438 187,550 CHANGES FROM 09/29/09 (CHANGE IN OPEN INTEREST: 24,348) 20,437 10,737 -1,902 -193 24,095 18,343 32,930 6,005 -8,582 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.9 9.8 2.9 58.6 65.4 75.4 78.0 24.6 22.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 144) 22 23 22 67 80 101 113 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 781,646 COMMITMENTS 82,853 24,363 311,059 351,566 406,888 745,477 742,310 36,169 39,336 CHANGES FROM 09/29/09 (CHANGE IN OPEN INTEREST: -16,167) -43,888 -1,472 24,312 3,603 -35,164 -15,972 -12,324 -195 -3,843 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.6 3.1 39.8 45.0 52.1 95.4 95.0 4.6 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 110) 36 17 46 44 46 96 96 DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 13,487 COMMITMENTS 3,201 1,343 6 6,950 9,355 10,157 10,703 3,331 2,784 CHANGES FROM 09/29/09 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.7 10.0 0.0 51.5 69.4 75.3 79.4 24.7 20.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 5 4 2 6 7 12 12 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 71,080 COMMITMENTS 28,746 7,311 746 28,503 47,356 57,995 55,413 13,085 15,667 CHANGES FROM 09/29/09 (CHANGE IN OPEN INTEREST: -3,267) -494 -3,480 -523 -3,218 2,191 -4,236 -1,812 968 -1,455 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 40.4 10.3 1.0 40.1 66.6 81.6 78.0 18.4 22.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87) 33 13 8 24 24 58 44 INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000) OPEN INTEREST: 15,942 COMMITMENTS 1,720 1,820 197 13,797 13,753 15,714 15,770 228 172 CHANGES FROM 09/29/09 (CHANGE IN OPEN INTEREST: -2,067) 1,141 -1,268 107 -3,395 -924 -2,147 -2,085 80 18 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.8 11.4 1.2 86.5 86.3 98.6 98.9 1.4 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 6 11 2 11 15 18 27 INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000) OPEN INTEREST: 31,700 COMMITMENTS 4,784 545 25 26,676 31,096 31,485 31,666 215 34 CHANGES FROM 09/29/09 (CHANGE IN OPEN INTEREST: 678) -1,018 280 0 1,664 401 646 681 32 -3 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.1 1.7 0.1 84.2 98.1 99.3 99.9 0.7 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 9 8 1 9 8 18 17
Updated October 9, 2008